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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$9.3B
Cap. Flow %
-209.44%
Top 10 Hldgs %
50.22%
Holding
2,687
New
395
Increased
175
Reduced
688
Closed
1,412

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$105M
2
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$36.1M
3
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$34.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$30M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$19.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$396M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$35.8M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$9.1M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$5.78M

Sector Composition

Rank Sector Weight
1 Financials 0.71%
2 Consumer Discretionary 0.65%
3 Technology 0.58%
4 Utilities 0.56%
5 Communication Services 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PAUG icon
1026
Innovator US Equity Power Buffer ETF August
PAUG
$861M
$212K ﹤0.01%
+9,217
New +$230K
PULS icon
1027
PGIM Ultra Short Bond ETF
PULS
$17.7B
$212K ﹤0.01%
+4,360
New +$217K
SPIP icon
1028
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$212K ﹤0.01%
+7,304
New +$211K
TTD icon
1029
CALL
Trade Desk
TTD
$8.48B
$212K ﹤0.01%
11,000
-188,000
-94% -$4.86M
FCX icon
1030
CALL
Freeport-McMoran
FCX
$90B
$211K ﹤0.01%
31,300
-447,800
-93% -$4.69M
FIVE icon
1031
CALL
Five Below
FIVE
$12B
$211K ﹤0.01%
3,000
-26,900
-90% -$2.74M
PSCF icon
1032
Invesco S&P SmallCap Financials ETF
PSCF
$27.5M
$211K ﹤0.01%
+5,872
New +$295K
RF icon
1033
CALL
Regions Financial
RF
$26.4B
$211K ﹤0.01%
23,500
-125,800
-84% -$1.76M
WBA
1034
CALL
DELISTED
Walgreens Boots Alliance
WBA
$210K ﹤0.01%
4,600
-70,600
-94% -$3.58M
BJAN icon
1035
Innovator US Equity Buffer ETF January
BJAN
$345M
$209K ﹤0.01%
+8,468
New +$236K
LYV icon
1036
CALL
Live Nation Entertainment
LYV
$40.5B
$209K ﹤0.01%
4,600
-8,100
-64% -$500K
ADM icon
1037
CALL
Archer Daniels Midland
ADM
$38.2B
$208K ﹤0.01%
5,900
-267,300
-98% -$10.9M
WDC icon
1038
CALL
Western Digital
WDC
$188B
$208K ﹤0.01%
6,615
-68,796
-91% -$3.05M
ENPH icon
1039
CALL
Enphase Energy
ENPH
$4.96B
$207K ﹤0.01%
6,400
-10,900
-63% -$411K
GWRE icon
1040
CALL
Guidewire Software
GWRE
$12.6B
$206K ﹤0.01%
2,600
-4,300
-62% -$449K
MXI icon
1041
iShares Global Materials ETF
MXI
$338M
$206K ﹤0.01%
+4,163
New +$249K
AZN icon
1042
AstraZeneca
AZN
$263B
$205K ﹤0.01%
2,295
-2,564
-53% -$241K
FRI icon
1043
First Trust S&P REIT Index Fund
FRI
$189M
$205K ﹤0.01%
+10,835
New +$265K
MAT icon
1044
Mattel
MAT
$4.38B
$205K ﹤0.01%
23,319
+9,590
+70% +$118K
PCAR icon
1045
PACCAR
PCAR
$69.8B
$205K ﹤0.01%
5,031
+324
+7% +$15.2K
YINN icon
1046
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
$205K ﹤0.01%
884
-890
-50% -$311K
IQDF icon
1047
FlexShares International Quality Dividend Index Fund
IQDF
$1.15B
$204K ﹤0.01%
+11,512
New +$253K
SAFT icon
1048
Safety Insurance
SAFT
$1.52B
$204K ﹤0.01%
+2,416
New +$211K
BMRN icon
1049
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
$203K ﹤0.01%
2,400
-19,600
-89% -$1.69M
KGC icon
1050
CALL
Kinross Gold
KGC
$27.4B
$203K ﹤0.01%
50,900
+7,100
+16% +$34.3K
40 41
42
43 44

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

Two Sigma Securities's Q1 2020 Portfolio in Review

As of Q1 2020, Two Sigma Securities held 2,687 positions worth $4.44B, down 70% from $14.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Two Sigma Securities withdrew a net $9.3B in Q1 2020, closing 1,412 positions and reducing 688 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $6.93M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.71% of assets, up from 0.26% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Two Sigma Securities opened a new position in State Street Financial Select Sector SPDR ETF worth $6.14M.

  • Two Sigma Securities's largest Q1 2020 buy was State Street Financial Select Sector SPDR ETF: 294,730 shares worth $6.14M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2020, an estimated $105M increase.
  • Two Sigma Securities's biggest Q1 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $396M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q1 2020, selling an estimated $6.93M.
  • Two Sigma Securities's ten largest holdings make up 50% of its $4.44B portfolio in Q1 2020.
  • Two Sigma Securities opened 395 new positions and closed 1,412 in Q1 2020.
  • Two Sigma Securities's portfolio value fell 70% quarter-over-quarter to $4.44B.

Based on Two Sigma Securities's 13F filing for Q1 2020, filed 15 May 2020.